+45.7%
EXC vs BBY
+0.2%
+45.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +0.3% | +1.2% | -0.9% | +0.2% |
| 30D | -0.9% | +6.8% | -7.7% | -1.3% |
| 3M | -2.7% | +18.7% | -21.4% | -3.9% |
| 6M | -9.4% | +37.3% | -46.7% | -11.5% |
| YTD | +3.0% | +35.3% | -32.3% | +0.6% |
| 1Y | +5.1% | +20.7% | -15.5% | +3.5% |
| 3Y | +20.6% | +39.4% | -18.8% | +14.9% |
| 5Y | +45.7% | -1.5% | +47.2% | +36.6% |
| All | +45.7% | +0.2% | +45.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BBY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling